So after about 10 different pairs of headphones I have yet to find a decent pair, at a reasonable price that actually stay in your ear while working out. I'm not a big fan of the big stereo style head phones either. Other then that, any recommendations?

I've gone the headphone ordeal like you have, and Skullcandy headphones, at all Bestbuys is the best deal. They come with adjustable settings to better fit someones ear. They do cost about 20-30$ but its all worth it. They don't fall out and they are durable.

plus they are rasta color themed. All that adds up to be the best headphones mankind has created.